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TSPTrainer_meta.py
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import os
import copy
import math
import time
import random
import torch
from logging import getLogger
from collections import OrderedDict
from torch.optim import Adam as Optimizer
# from torch.optim import SGD as Optimizer
from TSPEnv import TSPEnv as Env
from TSPModel import TSPModel as Model
from ProblemDef import get_random_problems, generate_task_set
from utils.utils import *
from utils.functions import *
from TSP_baseline import *
class TSPTrainer:
"""
Implementation of POMO with MAML / FOMAML / Reptile / Bootstrap Meta-learning on TSP.
For MAML & FOMAML, ref to "Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks";
For Reptile, ref to "On First-Order Meta-Learning Algorithms" and "On the generalization of neural combinatorial optimization heuristics".
"""
def __init__(self,
env_params,
model_params,
optimizer_params,
trainer_params,
meta_params):
# save arguments
self.env_params = env_params
self.model_params = model_params
self.optimizer_params = optimizer_params
self.trainer_params = trainer_params
self.meta_params = meta_params
assert self.meta_params['data_type'] == "size_distribution", "Not supported, need to modify the code!"
# result folder, logger
self.logger = getLogger(name='trainer')
self.result_folder = get_result_folder()
self.result_log = LogData()
# cuda
USE_CUDA = self.trainer_params['use_cuda']
if USE_CUDA:
cuda_device_num = self.trainer_params['cuda_device_num']
torch.cuda.set_device(cuda_device_num)
self.device = torch.device('cuda', cuda_device_num)
torch.set_default_tensor_type('torch.cuda.FloatTensor')
else:
self.device = torch.device('cpu')
torch.set_default_tensor_type('torch.FloatTensor')
# Main Components
# (`no` norm) and (`batch` with fomaml) will destabilize the meta-training, while (batch with maml) is ok;
# On the zero-shot setting, `instance` norm and `batch_no_track` are better than `batch` norm;
# On the few-shot setting, `batch` norm seems to better than `instance` norm, with a faster adaptation to OOD data.
self.model_params["norm"] = 'batch_no_track'
self.meta_model = Model(**self.model_params)
self.meta_optimizer = Optimizer(self.meta_model.parameters(), **self.optimizer_params['optimizer'])
self.alpha = self.meta_params['alpha'] # for reptile
self.early_stop = True if self.meta_params['meta_method'] == 'maml_fomaml' else False
self.task_set = generate_task_set(self.meta_params)
self.val_data, self.val_opt = {}, {} # for lkh3_offline
if self.meta_params["data_type"] == "size_distribution":
# hardcoded - task_set: range(self.min_n, self.max_n, self.task_interval) * self.num_dist
self.min_n, self.max_n, self.task_interval, self.num_dist = 50, 200, 5, 11
self.task_w = torch.full(((self.max_n - self.min_n) // self.task_interval + 1, self.num_dist), 1 / self.num_dist)
# Restore
self.start_epoch = 1
model_load = trainer_params['model_load']
pretrain_load = trainer_params['pretrain_load']
if model_load['enable']:
checkpoint_fullname = '{path}/checkpoint-{epoch}.pt'.format(**model_load)
checkpoint = torch.load(checkpoint_fullname, map_location=self.device)
self.meta_model.load_state_dict(checkpoint['model_state_dict'])
self.start_epoch = 1 + model_load['epoch']
self.result_log.set_raw_data(checkpoint['result_log'])
self.meta_optimizer.load_state_dict(checkpoint['optimizer_state_dict'])
self.logger.info('Checkpoint loaded successfully from {}'.format(checkpoint_fullname))
elif pretrain_load['enable']: # meta-training on a pretrained model
self.logger.info(">> Loading pretrained model: be careful with the type of the normalization layer!")
checkpoint_fullname = '{path}'.format(**pretrain_load)
checkpoint = torch.load(checkpoint_fullname, map_location=self.device)
self.meta_model.load_state_dict(checkpoint['model_state_dict'])
self.meta_optimizer.load_state_dict(checkpoint['optimizer_state_dict']) # otherwise, unstable meta-training (nan problem)
self.logger.info('Pretrained model loaded successfully from {}'.format(checkpoint_fullname))
# utility
self.time_estimator = TimeEstimator()
def run(self):
start_time, best_mean = time.time(), 1000
self.time_estimator.reset(self.start_epoch)
for epoch in range(self.start_epoch, self.meta_params['epochs']+1):
self.logger.info('=================================================================')
# lr decay (by 10) to speed up convergence at 90th iteration
if epoch in [int(self.meta_params['epochs'] * 0.9)]:
self.optimizer_params['optimizer']['lr'] /= 10
for group in self.meta_optimizer.param_groups:
group["lr"] /= 10
print(">> LR decay to {}".format(group["lr"]))
# Train
train_score, train_loss = self._train_one_epoch(epoch)
self.result_log.append('train_score', epoch, train_score)
self.result_log.append('train_loss', epoch, train_loss)
model_save_interval = self.trainer_params['logging']['model_save_interval']
img_save_interval = self.trainer_params['logging']['img_save_interval']
# Val
no_aug_score_list = []
if self.meta_params["data_type"] == "size_distribution":
dir = "../../data/TSP/Size_Distribution/"
paths = ["tsp200_uniform.pkl", "tsp300_rotation.pkl"]
if epoch <= 1 or (epoch % img_save_interval) == 0:
for val_path in paths:
no_aug_score = self._fast_val(self.meta_model, path=os.path.join(dir, val_path), val_episodes=64, mode="eval")
no_aug_score_list.append(round(no_aug_score, 4))
self.result_log.append('val_score', epoch, no_aug_score_list)
cur_mean = sum(no_aug_score_list) / len(no_aug_score_list)
# save best checkpoint (conditioned on the val datasets!)
if cur_mean < best_mean:
best_mean = cur_mean
self.best_meta_model = copy.deepcopy(self.meta_model)
self.logger.info("Saving (best) trained_model")
checkpoint_dict = {
'epoch': epoch,
'model_state_dict': self.meta_model.state_dict(),
'optimizer_state_dict': self.meta_optimizer.state_dict(),
'result_log': self.result_log.get_raw_data()
}
torch.save(checkpoint_dict, '{}/best_checkpoint.pt'.format(self.result_folder))
# Logs & Checkpoint
elapsed_time_str, remain_time_str = self.time_estimator.get_est_string(epoch, self.meta_params['epochs'])
self.logger.info("Epoch {:3d}/{:3d}({:.2f}%): Time Est.: Elapsed[{}], Remain[{}], Val Score: {}".format(
epoch, self.meta_params['epochs'], epoch/self.meta_params['epochs']*100, elapsed_time_str, remain_time_str, no_aug_score_list))
all_done = (epoch == self.meta_params['epochs'])
if epoch > 1 and (epoch % img_save_interval) == 0: # save latest images, every X epoch
self.logger.info("Saving log_image")
image_prefix = '{}/latest'.format(self.result_folder)
util_save_log_image_with_label(image_prefix, self.trainer_params['logging']['log_image_params_1'], self.result_log, labels=['train_score'])
util_save_log_image_with_label(image_prefix, self.trainer_params['logging']['log_image_params_1'], self.result_log, labels=['val_score'])
util_save_log_image_with_label(image_prefix, self.trainer_params['logging']['log_image_params_2'], self.result_log, labels=['train_loss'])
# Save Model
if all_done or (epoch % model_save_interval) == 0:
self.logger.info("Saving trained_model")
checkpoint_dict = {
'epoch': epoch,
'model_state_dict': self.meta_model.state_dict(),
'optimizer_state_dict': self.meta_optimizer.state_dict(),
'result_log': self.result_log.get_raw_data()
}
torch.save(checkpoint_dict, '{}/checkpoint-{}.pt'.format(self.result_folder, epoch))
if all_done:
self.logger.info(" *** Training Done *** ")
# self.logger.info("Now, printing log array...")
# util_print_log_array(self.logger, self.result_log)
def _train_one_epoch(self, epoch):
"""
Meta-Learning framework:
1. Sample B training tasks from task distribution P(T)
2. Inner-loop: for a batch of tasks T_i, POMO training -> \theta_i
3. Outer-loop: update meta-model -> \theta_0
Adaptive task scheduler:
for size: gradually increase the problem size (Curriculum learning);
for distribution: we compute the relative gaps (w.r.t. LKH3) or estimate the potential improvements of each distribution (i.e., bootstrap) every X iters;
for size_distribution: combine together.
"""
self.meta_optimizer.zero_grad()
score_AM, loss_AM = AverageMeter(), AverageMeter()
meta_batch_size = self.meta_params['meta_batch_size']
if self.early_stop:
if epoch > self.meta_params['early_stop_epoch']:
self.meta_params['meta_method'] = 'fomaml'
else:
self.meta_params['meta_method'] = 'maml'
# Adaptive task scheduler:
if self.meta_params['curriculum']:
if self.meta_params["data_type"] == "size_distribution":
start = self.min_n + int(min(epoch / self.meta_params['sch_epoch'], 1) * (self.max_n - self.min_n)) # linear
# start = self.min_n + int(1 / 2 * (1 - math.cos(math.pi * min(epoch / self.meta_params['sch_epoch'], 1))) * (self.max_n - self.min_n)) # cosine
n = start // self.task_interval * self.task_interval
idx = (n - self.min_n) // self.task_interval
tasks, weights = self.task_set[idx*11: (idx+1)*11], self.task_w[idx]
if epoch % self.meta_params['update_weight'] == 0:
self.task_w[idx] = self._update_task_weight(tasks, weights, epoch)
self._alpha_scheduler(epoch) # for reptile
fast_weights, val_loss, meta_grad_dict = [], 0, {(i, j): 0 for i, group in enumerate(self.meta_optimizer.param_groups) for j, _ in enumerate(group['params'])}
# sample a batch of tasks
w, selected_tasks = [1.0] * self.meta_params['B'], []
for b in range(self.meta_params['B']):
if self.meta_params["data_type"] == "size_distribution":
if self.meta_params['curriculum']:
selected = torch.multinomial(self.task_w[idx], 1).item()
task_params = tasks[selected]
w[b] = self.task_w[idx][selected].item()
else:
task_params = random.sample(self.task_set, 1)[0]
batch_size = meta_batch_size if task_params[0] <= 150 else meta_batch_size // 2
selected_tasks.append(task_params)
w = torch.softmax(torch.Tensor(w), dim=0)
for b in range(self.meta_params['B']):
task_params, task_w = selected_tasks[b], w[b].item()
# preparation
if self.meta_params['meta_method'] in ['fomaml', 'reptile']:
task_model = copy.deepcopy(self.meta_model)
optimizer = Optimizer(task_model.parameters(), **self.optimizer_params['optimizer'])
# optimizer.load_state_dict(self.meta_optimizer.state_dict()) # may cause unstable meta-training for fomaml
elif self.meta_params['meta_method'] == 'maml':
if self.model_params['meta_update_encoder']:
fast_weight = OrderedDict(self.meta_model.named_parameters())
else:
fast_weight = OrderedDict(self.meta_model.decoder.named_parameters())
for k in list(fast_weight.keys()):
fast_weight["decoder."+k] = fast_weight.pop(k)
# inner-loop optimization
for step in range(self.meta_params['k']):
data = self._get_data(batch_size, task_params)
env_params = {'problem_size': data.size(1), 'pomo_size': data.size(1)}
self.meta_model.train()
if self.meta_params['meta_method'] in ['reptile', 'fomaml']:
avg_score, avg_loss = self._train_one_batch(task_model, data, Env(**env_params), optimizer)
elif self.meta_params['meta_method'] == 'maml':
avg_score, avg_loss, fast_weight = self._train_one_batch_maml(fast_weight, data, Env(**env_params), create_graph=True)
score_AM.update(avg_score.item(), batch_size)
loss_AM.update(avg_loss.item(), batch_size)
# bootstrap
bootstrap_model = None
if self.meta_params['L'] > 0:
assert self.meta_params['meta_method'] in ['maml', 'fomaml']
bootstrap_model = Model(**self.model_params)
if self.meta_params['meta_method'] == 'maml':
bootstrap_model = OrderedDict({k: v.clone().detach().requires_grad_(True) for k, v in fast_weight.items()})
else:
bootstrap_model.load_state_dict(copy.deepcopy(task_model.state_dict()))
bootstrap_optimizer = Optimizer(bootstrap_model.parameters(), **self.optimizer_params['optimizer'])
bootstrap_optimizer.load_state_dict(optimizer.state_dict())
for step in range(self.meta_params['L']):
data = self._get_data(batch_size, task_params)
if self.meta_params['meta_method'] == 'maml':
avg_score, avg_loss, bootstrap_model = self._train_one_batch_maml(bootstrap_model, data, Env(**env_params), create_graph=False)
else:
avg_score, avg_loss = self._train_one_batch(bootstrap_model, data, Env(**env_params), bootstrap_optimizer)
val_data = self._get_val_data(batch_size, task_params)
self.meta_model.train()
if self.meta_params['meta_method'] == 'maml':
# Old version
# val_loss += self._fast_val(fast_weight, data=val_data, mode="maml") / self.meta_params['B']
# New version - Save GPU memory
val_loss, kl_loss = self._fast_val(fast_weight, data=val_data, mode="maml", bootstrap_model=bootstrap_model)
print(val_loss, kl_loss)
loss = (self.meta_params['beta'] * val_loss + (1-self.meta_params['beta']) * kl_loss) * task_w
self.meta_optimizer.zero_grad()
loss.backward()
for i, group in enumerate(self.meta_optimizer.param_groups):
for j, p in enumerate(group['params']):
meta_grad_dict[(i, j)] += p.grad
elif self.meta_params['meta_method'] == 'fomaml':
val_loss, kl_loss = self._fast_val(task_model, data=val_data, mode="fomaml", bootstrap_model=bootstrap_model)
print(val_loss, kl_loss)
loss = (self.meta_params['beta'] * val_loss + (1-self.meta_params['beta']) * kl_loss) * task_w
optimizer.zero_grad()
loss.backward()
for i, group in enumerate(optimizer.param_groups):
for j, p in enumerate(group['params']):
meta_grad_dict[(i, j)] += p.grad
elif self.meta_params['meta_method'] == 'reptile':
fast_weights.append(task_model.state_dict())
# outer-loop optimization (update meta-model)
if self.meta_params['meta_method'] == 'maml':
# Old version
# self.meta_optimizer.zero_grad()
# val_loss.backward()
# self.meta_optimizer.step()
# New version - Save GPU memory
self.meta_optimizer.zero_grad()
for i, group in enumerate(self.meta_optimizer.param_groups):
for j, p in enumerate(group['params']):
p.grad = meta_grad_dict[(i, j)]
self.meta_optimizer.step()
elif self.meta_params['meta_method'] == 'fomaml':
self.meta_optimizer.zero_grad()
for i, group in enumerate(self.meta_optimizer.param_groups):
for j, p in enumerate(group['params']):
p.grad = meta_grad_dict[(i, j)]
self.meta_optimizer.step()
elif self.meta_params['meta_method'] == 'reptile':
state_dict = {params_key: (self.meta_model.state_dict()[params_key] + self.alpha * torch.mean(torch.stack([fast_weight[params_key] - self.meta_model.state_dict()[params_key] for fast_weight in fast_weights], dim=0).float(), dim=0)) for params_key in self.meta_model.state_dict()}
self.meta_model.load_state_dict(state_dict)
# Log Once, for each epoch
self.logger.info('Meta Iteration {:3d}: alpha: {:6f}, Score: {:.4f}, Loss: {:.4f}'.format(epoch, self.alpha, score_AM.avg, loss_AM.avg))
return score_AM.avg, loss_AM.avg
def _train_one_batch(self, task_model, data, env, optimizer=None):
task_model.train()
batch_size = data.size(0)
env.load_problems(batch_size, problems=data, aug_factor=1)
reset_state, _, _ = env.reset()
task_model.pre_forward(reset_state)
prob_list = torch.zeros(size=(batch_size, env.pomo_size, 0))
# shape: (batch, pomo, 0~problem)
# POMO Rollout, please note that the reward is negative (i.e., -length of route).
state, reward, done = env.pre_step()
while not done:
selected, prob = task_model(state)
# shape: (batch, pomo)
state, reward, done = env.step(selected)
prob_list = torch.cat((prob_list, prob[:, :, None]), dim=2)
# Loss
advantage = reward - reward.float().mean(dim=1, keepdims=True)
# shape: (batch, pomo)
log_prob = prob_list.log().sum(dim=2) # for the first/last node, p=1 -> log_p=0
# size = (batch, pomo)
loss = -advantage * log_prob # Minus Sign: To Increase REWARD
# shape: (batch, pomo)
loss_mean = loss.mean()
# update model
optimizer.zero_grad()
loss_mean.backward()
optimizer.step()
# Score
max_pomo_reward, _ = reward.max(dim=1) # get best results from pomo
score_mean = -max_pomo_reward.float().mean() # negative sign to make positive value
print(score_mean)
return score_mean, loss_mean
def _train_one_batch_maml(self, fast_weight, data, env, optimizer=None, create_graph=True):
batch_size = data.size(0)
env.load_problems(batch_size, problems=data, aug_factor=1)
reset_state, _, _ = env.reset()
self.meta_model.pre_forward(reset_state, weights=fast_weight)
prob_list = torch.zeros(size=(batch_size, env.pomo_size, 0))
# shape: (batch, pomo, 0~problem)
# POMO Rollout, please note that the reward is negative (i.e., -length of route).
state, reward, done = env.pre_step()
while not done:
selected, prob = self.meta_model(state, weights=fast_weight)
# shape: (batch, pomo)
state, reward, done = env.step(selected)
prob_list = torch.cat((prob_list, prob[:, :, None]), dim=2)
# Loss
advantage = reward - reward.float().mean(dim=1, keepdims=True)
log_prob = prob_list.log().sum(dim=2) # for the first/last node, p=1 -> log_p=0
loss = -advantage * log_prob # Minus Sign: To Increase REWARD
# shape: (batch, pomo)
loss_mean = loss.mean()
# 1. update model - in SGD way
# gradients = torch.autograd.grad(loss_mean, fast_weight.values(), create_graph=create_graph) # allow_unused=True
# fast_weight = OrderedDict(
# (name, param - self.optimizer_params['optimizer']['lr'] * grad)
# for ((name, param), grad) in zip(fast_weight.items(), gradients)
# )
# 2. update model - in Adam way
gradients = torch.autograd.grad(loss_mean, fast_weight.values(), create_graph=create_graph) # allow_unused=True
w_t, (beta1, beta2), eps = [], self.meta_optimizer.param_groups[0]['betas'], self.meta_optimizer.param_groups[0]['eps']
lr, weight_decay = self.optimizer_params['optimizer']['lr'], self.optimizer_params['optimizer']['weight_decay']
for i, ((name, param), grad) in enumerate(zip(fast_weight.items(), gradients)):
if self.meta_optimizer.state_dict()['state'] != {}:
# (with batch/instnace norm layer): i \in [0, 85], where encoder \in [0, 79] + decoder \in [80, 85]
# (with rezero norm layer): i \in [0, 73], where encoder \in [0, 67] + decoder \in [68, 73]
# (without norm layer): i \in [0, 61], where encoder \in [0, 55] + decoder \in [56, 61]
i = i if self.model_params['meta_update_encoder'] else i + 80
state = self.meta_optimizer.state_dict()['state'][i]
step, exp_avg, exp_avg_sq = state['step'], state['exp_avg'], state['exp_avg_sq']
step += 1
step = step.item() if isinstance(step, torch.Tensor) else step
# compute grad based on Adam source code using in-place operation
# update Adam stat (step, exp_avg and exp_avg_sq have already been updated by in-place operation)
# may encounter RuntimeError: (a leaf Variable that requires grad) / (the tensor used during grad computation) cannot use in-place operation.
grad = grad.add(param, alpha=weight_decay)
exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
exp_avg_sq.mul_(beta2).addcmul_(grad, grad.conj(), value=1 - beta2)
bias_correction1 = 1 - beta1 ** step
bias_correction2 = 1 - beta2 ** step
step_size = lr / bias_correction1
bias_correction2_sqrt = math.sqrt(bias_correction2)
denom = (exp_avg_sq.sqrt() / bias_correction2_sqrt).add_(eps)
# param.addcdiv_(exp_avg, denom, value=-step_size)
param = param - step_size * exp_avg / denom
self.meta_optimizer.state_dict()['state'][i]['exp_avg'] = exp_avg.clone().detach()
self.meta_optimizer.state_dict()['state'][i]['exp_avg_sq'] = exp_avg_sq.clone().detach()
else:
param = param - lr * grad
w_t.append((name, param))
fast_weight = OrderedDict(w_t)
"""
# 3. update model using optimizer - this method can not work properly.
optimizer.zero_grad()
# torch.autograd.grad(loss_mean, fast_weight.values(), create_graph=create_graph)
# print(list(self.meta_model.parameters())[-1])
loss_mean.backward(retain_graph=True, create_graph=True)
optimizer.step() # will update meta_model as well...
"""
# Score
max_pomo_reward, _ = reward.max(dim=1) # get best results from pomo
score_mean = -max_pomo_reward.float().mean() # negative sign to make positive value
print(score_mean)
return score_mean, loss_mean, fast_weight
def _fast_val(self, model, data=None, path=None, offset=0, val_episodes=32, mode="eval", return_all=False, bootstrap_model=None):
aug_factor = 1
data = torch.Tensor(load_dataset(path)[offset: offset+val_episodes]) if data is None else data
env = Env(**{'problem_size': data.size(1), 'pomo_size': data.size(1)})
batch_size = data.size(0)
if mode == "eval":
model.eval()
with torch.no_grad():
env.load_problems(batch_size, problems=data, aug_factor=aug_factor)
reset_state, _, _ = env.reset()
model.pre_forward(reset_state)
state, reward, done = env.pre_step()
while not done:
selected, _ = model(state)
# shape: (batch, pomo)
state, reward, done = env.step(selected)
elif mode in ["maml", "fomaml"]:
fast_weight, kl_loss = model, 0
env.load_problems(batch_size, problems=data, aug_factor=aug_factor)
reset_state, _, _ = env.reset()
if mode == "maml":
self.meta_model.pre_forward(reset_state, weights=fast_weight)
if bootstrap_model is not None:
with torch.no_grad():
self.meta_model.pre_forward(reset_state, weights=bootstrap_model)
else:
model.pre_forward(reset_state)
if bootstrap_model is not None:
with torch.no_grad():
bootstrap_model.pre_forward(reset_state)
prob_list = torch.zeros(size=(batch_size, env.pomo_size, 0))
state, reward, done = env.pre_step()
while not done:
if mode == "maml":
selected, prob, probs = self.meta_model(state, weights=fast_weight, return_probs=True)
if bootstrap_model is not None:
probs1 = torch.where(probs > 0, probs, torch.tensor(0.00001))
with torch.no_grad():
_, _, bs_probs = self.meta_model(state, weights=bootstrap_model, selected=selected, return_probs=True)
bs_probs = torch.where(bs_probs > 0, bs_probs, torch.tensor(0.00001))
else:
selected, prob, probs = model(state, return_probs=True)
if bootstrap_model is not None:
probs1 = torch.where(probs > 0, probs, torch.tensor(0.00001))
with torch.no_grad():
_, _, bs_probs = bootstrap_model(state, selected=selected, return_probs=True)
bs_probs = torch.where(bs_probs > 0, bs_probs, torch.tensor(0.00001))
# shape: (batch, pomo)
state, reward, done = env.step(selected)
prob_list = torch.cat((prob_list, prob[:, :, None]), dim=2)
kl_loss += (bs_probs * (bs_probs.log() - probs1.log())).reshape(batch_size * data.size(1), -1).sum(dim=-1).mean() if bootstrap_model is not None else 0
advantage = reward - reward.float().mean(dim=1, keepdims=True)
log_prob = prob_list.log().sum(dim=2) # for the first/last node, p=1 -> log_p=0
loss = -advantage * log_prob # Minus Sign: To Increase REWARD
loss_mean = loss.mean()
else:
raise NotImplementedError
# Return
aug_reward = reward.reshape(aug_factor, batch_size, env.pomo_size)
# shape: (augmentation, batch, pomo)
max_pomo_reward, _ = aug_reward.max(dim=2) # get best results from pomo
# shape: (augmentation, batch)
no_aug_score = -max_pomo_reward[0, :].float().mean() # negative sign to make positive value
print(no_aug_score)
if mode == "eval":
if return_all:
return -max_pomo_reward[0, :].float()
else:
return no_aug_score.detach().item()
else:
return loss_mean, kl_loss
def _get_data(self, batch_size, task_params):
if self.meta_params['data_type'] == 'size':
assert len(task_params) == 1
data = get_random_problems(batch_size, task_params[0], num_modes=0, cdist=0, distribution='uniform', problem="tsp")
elif self.meta_params['data_type'] == 'distribution':
assert len(task_params) == 2
data = get_random_problems(batch_size, self.env_params['problem_size'], num_modes=task_params[0], cdist=task_params[1], distribution='gaussian_mixture', problem="tsp")
elif self.meta_params['data_type'] == "size_distribution":
assert len(task_params) == 3
data = get_random_problems(batch_size, task_params[0], num_modes=task_params[1], cdist=task_params[2], distribution='gaussian_mixture', problem="tsp")
else:
raise NotImplementedError
return data
def _get_val_data(self, batch_size, task_params):
if self.meta_params["data_type"] == "size":
val_data = self._get_data(batch_size, task_params)
elif self.meta_params["data_type"] == "distribution":
val_data = self._get_data(batch_size, task_params)
elif self.meta_params["data_type"] == "size_distribution":
val_data = self._get_data(batch_size, task_params)
else:
raise NotImplementedError
return val_data
def _alpha_scheduler(self, epoch):
"""
Update param for Reptile.
"""
self.alpha = max(self.alpha * self.meta_params['alpha_decay'], 0.0001)
def _update_task_weight(self, tasks, weights, epoch):
"""
Update the weights of tasks.
For LKH3, set MAX_TRIALS = 100 to reduce time.
"""
global run_func
start_t, gap = time.time(), torch.zeros(weights.size(0))
batch_size = 200 if self.meta_params["solver"] == "lkh3_offline" else 50
idx = torch.randperm(batch_size)[:50]
for i in range(gap.size(0)):
selected = tasks[i]
data = self._get_data(batch_size=batch_size, task_params=selected)
# only use lkh3 at the first iteration of updating task weights
if self.meta_params["solver"] == "lkh3_offline":
if selected not in self.val_data.keys():
self.val_data[selected] = data
opts = argparse.ArgumentParser()
opts.cpus, opts.n, opts.progress_bar_mininterval = None, None, 0.1
dataset = [(instance.cpu().numpy(),) for instance in data]
executable = get_lkh_executable()
def run_func(args):
return solve_lkh_log(executable, *args, runs=1, disable_cache=True, MAX_TRIALS=100) # otherwise it directly loads data from dir
results, _ = run_all_in_pool(run_func, "./LKH3_result", dataset, opts, use_multiprocessing=False)
self.val_opt[selected] = [j[0] for j in results]
data = self.val_data[selected][idx]
model_score = self._fast_val(self.meta_model, data=data, mode="eval", return_all=True)
model_score = model_score.tolist()
if self.meta_params["solver"] == "lkh3_online":
# get results from LKH3
opts = argparse.ArgumentParser()
opts.cpus, opts.n, opts.progress_bar_mininterval = None, None, 0.1
dataset = [(instance.cpu().numpy(),) for instance in data]
executable = get_lkh_executable()
def run_func(args):
return solve_lkh_log(executable, *args, runs=1, disable_cache=True, MAX_TRIALS=100) # otherwise it directly loads data from dir
results, _ = run_all_in_pool(run_func, "./LKH3_result", dataset, opts, use_multiprocessing=False)
gap_list = [(model_score[j]-results[j][0])/results[j][0]*100 for j in range(len(results))]
gap[i] = sum(gap_list)/len(gap_list)
elif self.meta_params["solver"] == "lkh3_offline":
lkh_score = [self.val_opt[selected][j] for j in idx.tolist()]
gap_list = [(model_score[j] - lkh_score[j]) / lkh_score[j] * 100 for j in range(len(lkh_score))]
gap[i] = sum(gap_list) / len(gap_list)
elif self.meta_params["solver"] == "best_model": # not recommend: how to define the best model? (biased to the val dataset)
best_model_score = self._fast_val(self.best_meta_model, data=data, mode="eval", return_all=True)
best_model_score = best_model_score.tolist()
gap_list = [(model_score[j] - best_model_score[j]) / best_model_score[j] * 100 for j in range(len(best_model_score))]
gap[i] = sum(gap_list) / len(gap_list)
else:
raise NotImplementedError
print(">> Finish updating task weights within {}s".format(round(time.time()-start_t, 2)))
temp = 1.0
gap_temp = torch.Tensor([i/temp for i in gap.tolist()])
print(gap, temp)
print(">> Old task weights: {}".format(weights))
weights = torch.softmax(gap_temp, dim=0)
print(">> New task weights: {}".format(weights))
return weights
def _get_kl_loss(self, bootstrap_model, val_data, slow_tour, slow_probs):
"""
Ref to "Bootstrap Meta-Learning", ICLR 2022;
This function is deprecated since
a. storing probs_list for large-scale COPs on GPU is extremely (memory) expensive (e.g., > 20GB on TSP200);
b. probs_list.cpu() at every step is also extremely (time) expensive.
Instead, we compute KL loss on the fly now, see self._fast_val()
"""
if isinstance(bootstrap_model, torch.nn.Module):
bootstrap_model.eval()
env = Env(**{'problem_size': val_data.size(1), 'pomo_size': val_data.size(1)})
batch_size = val_data.size(0)
env.load_problems(batch_size, problems=val_data, aug_factor=1)
reset_state, _, _ = env.reset()
with torch.no_grad():
if self.meta_params['meta_method'] == 'maml':
self.meta_model.pre_forward(reset_state, weights=bootstrap_model)
else:
bootstrap_model.pre_forward(reset_state)
probs_list = torch.zeros(size=(batch_size, env.pomo_size, env.problem_size, 0))
state, reward, done = env.pre_step()
selected_idx = 0
while not done:
if self.meta_params['meta_method'] == 'maml':
selected, prob, probs = self.meta_model(state, weights=bootstrap_model, selected=slow_tour[:, :, selected_idx].reshape(batch_size, -1).long(), return_probs=True)
else:
selected, prob, probs = bootstrap_model(state, selected=slow_tour[:, :, selected_idx].reshape(batch_size, -1).long(), return_probs=True)
# shape: (batch, pomo)
selected_idx += 1
state, reward, done = env.step(selected)
probs_list = torch.cat((probs_list, probs[:, :, :, None]), dim=3)
probs_list = torch.where(probs_list > 0, probs_list, torch.tensor(0.00001))
slow_probs = torch.where(slow_probs > 0, slow_probs, torch.tensor(0.00001)) # avoid log0
# kl_loss = (probs_list * (probs_list.log() - slow_probs.log())).sum(dim=2).mean()
kl_loss = (probs_list * (probs_list.log() - slow_probs.log())).reshape(batch_size * val_data.size(1), -1).sum(dim=-1).mean()
# kl_loss = torch.nn.KLDivLoss(reduction="batchmean")(slow_probs.log().reshape(batch_size * val_data.size(1), -1), probs_list.reshape(batch_size * val_data.size(1), -1))
return kl_loss